+269.4%
HPE vs RIO
+95.3%
+174.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.2% |
| 7D | +13.6% | +1.0% | +12.7% | +13.1% |
| 30D | +7.7% | +4.0% | +3.7% | +5.5% |
| 3M | +22.4% | +4.5% | +17.8% | +19.3% |
| 6M | +172.6% | +17.3% | +155.3% | +153.3% |
| YTD | +147.5% | +36.2% | +111.3% | +114.0% |
| 1Y | +151.8% | +76.1% | +75.6% | +93.2% |
| All | +269.4% | +95.3% | +174.1% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling